Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1265556.9983 | 22006.1372 | -1287563.1355 | -400460.4619 | -6180740.4964 | 5780280.0345 |
Total P&L (%) | -1265.557 | 22.0061 | -1287.5631 | -400.4605 | -6180.7405 | 5780.28 |
Avg Daily Profit (%) | -0.6924 | 0.012 | -0.7045 | 0 | 0 | 0.2232 |
Buy And Hold Return (%) | 855.6855 | 855.6855 | 855.6855 | 855.6855 | 855.6855 | 855.6855 |
Max Trade Drawdown | -1328510 | -186932 | -1277224 | -13374739 | -11380373 | -2604717 |
Profit Factor | 0.321 | 1.0683 | 0.1649 | 0.9795 | 0.5347 | 1.9215 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 16 | 15 | 30 | 12 | 18 |
Losing Trades | 36 | 18 | 18 | 37 | 22 | 15 |
Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 44.7761 | 35.2941 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.3728 | 1.2018 | 0.1979 | 1.2081 | 0.9802 | 1.6012 |
Largest Winning Trade | 67156 | 67156 | 50005 | 8728165 | 3907116 | 8728165 |
Largest Losing Trade | -616860 | -80057 | -616860 | -9571866 | -9571866 | -1421028 |
Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
Avg Bars in Winners | 66 | 70 | 62 | 86 | 83 | 88 |
Avg Bars in Losers | 86 | 68 | 104 | 69 | 61 | 81 |
Bars Traded | 5167 | 2357 | 2810 | 5167 | 2357 | 2810 |
Profit Streak | 5.1515 | 29.1515 | 0 | 0 | 0 | 23.4848 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -702792 | -488075 | -582570 | -702420 | -586514 | 461928 |
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606550400000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758627485549, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 172, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ -1265556.998309252, 22006.1371518953, -1287563.1354611467, -400460.4618612849, -6180740.496385766, 5780280.0345244855 ], [ -1265.556998, 22.006137, -1287.563135, -400.460462, -6180.740496, 5780.280035 ], [ -0.692443, 0.012041, -0.704483, 0, 0, 0.223166 ], [ 855.685482, 855.685482, 855.685482, 855.685482, 855.685482, 855.685482 ], [ -1328510, -186932, -1277224, -13374739, -11380373, -2604717 ], [ 0.321041, 1.068306, 0.164893, 0.979521, 0.53466, 1.921497 ], [ 67, 34, 33, 67, 34, 33 ], [ 31, 16, 15, 30, 12, 18 ], [ 36, 18, 18, 37, 22, 15 ], [ 46.268657, 47.058824, 45.454545, 44.776119, 35.294118, 54.545455 ], [ 0.372821, 1.201844, 0.197871, 1.208076, 0.98021, 1.601248 ], [ 67156, 67156, 50005, 8728165, 3907116, 8728165 ], [ -616860, -80057, -616860, -9571866, -9571866, -1421028 ], [ 77, 69, 85, 77, 69, 85 ], [ 66, 70, 62, 86, 83, 88 ], [ 86, 68, 104, 69, 61, 81 ], [ 5167, 2357, 2810, 5167, 2357, 2810 ], [ 5.151453, 29.151453, 0, 0, 0, 23.484786 ], [ 1, 2, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -702792, -488075, -582570, -702420, -586514, 461928 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5483, "evaluation_days": 1827.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606550400000, "last_datapoint_time": 1758614400000, "evaluation_time": 1758627485549, "expiration_time": 1763351712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 172, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|